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Global factors, uncertainty, weather conditions and energy prices : on the drivers of the duration of commodity price cycle phases

Agnello, Luca; Castro, Vítor; Hammoudeh, Shawkat; … - In: Energy economics 90 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517583

The housing cycle : what role for mortgage market development and housing finance?

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: The journal of real estate finance and economics 61 (2020) 4, pp. 607-670

Persistent link: https://www.econbiz.de/10012293306

Systemic financial crises and the housing market cycle

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Applied economics letters 25 (2018) 10, pp. 724-729

Persistent link: https://www.econbiz.de/10012129807

On the duration of sovereign ratings cycle phases

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 512-526

Persistent link: https://www.econbiz.de/10012598507

On the international co-movement of natural interest rates

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of international financial markets, … 80 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013533144

The determinants of public deficit volatility

Agnello, Luca; Sousa, Ricardo M. - 2009

This paper empirically analyzes the political, institutional and economic sources of public deficit volatility. Using the system-GMM estimator for linear dynamic panel data models and a sample of 125 countries analyzed from 1980 to 2006, we show that higher public deficit volatility is typically...